+328.2%
USFD vs BR
+253.1%
+75.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | +3.0% | +6.5% | -3.5% | +0.4% |
| 30D | +11.1% | +18.9% | -7.8% | +3.5% |
| 3M | -0.3% | +16.3% | -16.6% | -6.5% |
| 6M | +15.9% | +26.2% | -10.3% | +4.2% |
| YTD | +41.6% | -13.1% | +54.7% | +48.5% |
| 1Y | +49.4% | -10.5% | +59.9% | +54.3% |
| 3Y | +157.8% | +13.3% | +144.5% | +135.3% |
| 5Y | +176.6% | +19.9% | +156.7% | +140.5% |
| 10Y | +375.4% | +254.2% | +121.1% | +190.8% |
| All | +328.2% | +253.1% | +75.1% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling